-27.8%
DPZ vs SMTC
+28.0%
-55.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.8% | -12.9% | -0.6% |
| 7D | +3.7% | -4.8% | +8.5% | +3.7% |
| 30D | +8.0% | -37.8% | +45.9% | +10.2% |
| 3M | -4.2% | -16.5% | +12.3% | -4.5% |
| 6M | +4.6% | -4.4% | +9.0% | +1.3% |
| YTD | -18.4% | +58.0% | -76.4% | -25.5% |
| 1Y | -16.8% | +62.0% | -78.8% | -24.4% |
| 3Y | -5.0% | +745.7% | -750.7% | -39.3% |
| 5Y | -27.8% | +29.0% | -56.8% | -30.0% |
| All | -27.8% | +28.0% | -55.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling